News & Research

The STOXX Digital Asset Blue Chip index has gained 42% since the outcome of the November 5 US elections. Optimism about lighter regulation and a more open approach to the sector from the incoming administration has lifted all index constituents.

The German blue-chip benchmark’s largest component has had its weight capped at 15%, a limit designed to preserve the index’s diversification. A STOXX analysis finds that the impact from index trackers selling the shares due to the cap is relatively small, and more so compared to that of active funds observing caps imposed by European regulation.

Returns from fossil fuel stocks tend to be linked to short-term moves in energy prices. Excluding the sector can help portfolios over the long term, particularly when integrated into a broader set of ESG criteria.

The ETF was launched in December 2022 and follows a unique patents-based stock selection methodology targeting innovators that are creating and deploying the Metaverse.

STOXX uses a lifecycle framework to identify investable themes based on their conceptual and business evolution. Depending on the point in that cycle, either patents and/or revenues may provide the best signal to select the key contributors and main beneficiaries of that theme.

The TecDAX index has tracked the performance of German technology stocks since 2003. Through a broad yet focused industry taxonomy, the index covers companies with a core technology business across multiple industries.

In December 2023, STOXX introduced the STOXX® Digital Asset Blue Chip index, which aims to track high-quality assets that represent the crypto universe today. Ladi Williams, Executive Director for Index Product Management at STOXX, discusses the index in an interview with Asset TV.

The STOXX® Europe 600 SRI index is aligned with the new ESMA guidelines on fund names. Investors, meanwhile, will have a say whether other derivatives’ underlying methodologies will change. We asked experts from Eurex and STOXX what this means for the segment.

The so-called time-weighted average price (TWAP) period employed in the calculation of the index’s daily settlement level will expand thismonth. The change should help increase liquidity in derivatives tied to VSTOXX.

New ESMA rules establish which funds can carry terms such as ‘ESG’ or ‘SRI’ in their names. While the guidelines are designed for funds, they are likely to impact the names and methodologies of underlying indices too.

The EURO STOXX 50 Volatility-Balanced index, which combines an investment in stocks with a dynamic allocation to volatility futures, jumped 8% on August 5 amid a broad equities sell-off. The volatility strategy has returned an average of 3.2 percentage points a year above its benchmark since 2006 as tail-risk protection paid off.

A well-researched multifactor strategy can help investors avoid the inherent pitfalls of style-premia harvesting and cyclical headwinds, while increasing opportunities for incremental returns. We analyze the performance of the STOXX Equity Factor indices that have underlied iShares ETFs since June 2022.